Prod: Wharton Research Data Services - Most Recent News Stories

TRACE Enhanced now available

Tue, 21 May 2013 04:00:00 GMT

The TRACE Enhanced database from FINRA is now available on WRDS.

TRACE Enhanced includes transaction-level data for all TRACE-Eligible Securities reported since July 1, 2002, except Rule 144A transactions. TRACE Enhanced data includes transactions that, at the time of reporting, were not subject to dissemination, such as Non-Investment Grade corporate bond transactions. Also, TRACE Enhanced includes certain transaction-level information—such as actual trade volume (or size)—that currently is not publicly available for larger transactions.

TRACE Enhanced data is subject to the following:

Transaction data must have aged at least 18 months before FINRA will include it in TRACE Enhanced
TRACE Enhanced will not include the identity of any broker-dealer that is a party to a transaction

To accommodate this new database the location of the existing 'Standard' TRACE data was moved from
/wrds/trace/sasdata
to
/wrds/trace/sasdata/standard

SAS users who take advantage of the WRDS-created libnames do not need to make any changes to their existing programs.

Call for Papers for 2013 OptionMetrics Users Conference (OUC2013)

Mon, 22 Apr 2013 04:00:00 GMT

The 2013 OptionMetrics Users Conference (OUC2013) will bring together OptionMetrics users
and researchers from both academia and industry. The goal of the conference is to share ideas
and increase overall understanding of the options markets. Anyone who currently uses, or has
an interest in using, the OptionMetrics IvyDB data is invited to submit papers to present at the conference.

»   Date: October 14, 2013
»   Location: New York, NY

Topics
We welcome original research papers and case studies that incorporate the IvyDB US, IvyDB Europe,
or IvyDB Global Indices products. The major areas of interest include, but are not limited to,
the following topics:

»   Empirical option pricing
»   Relationship of option prices to equity prices
»   Option investment strategy
»   Characteristics and dynamics of volatility
»   Econometric methods specific to option markets
»   Option market microstructure

Accepted papers will be presented by their authors at sessions during the conference.

Submission
Interested participants may submit an abstract of approximately 100-300 words via email
to ouc2013@optionmetrics.com. The deadline for submitting abstracts is July 15, 2013.
Please include your name and affiliation, email address, and the working title of your paper.
Authors of selected papers will be asked to submit a full version of their paper by September 16, 2013.
All accepted papers will be published online.

Important Dates

»   July 15, 2013: Deadline for submission of abstracts
»   August 15, 2013: Notification of acceptances
»   September 16, 2013: Deadline for submission of all final papers

All comments and suggestions are welcome. Please send your ideas to ouc2013@optionmetrics.com.
We look forward to seeing you there!

Markit Credit Default Swaps (CDS) now available on WRDS!

Thu, 04 Apr 2013 04:00:00 GMT

WRDS is pleased to announce that Markit Credit Default Swaps (CDS) data is now available on WRDS.

WRDS offers the broadest collection of data and most robust computing infrastructure available; and its partnership with Markit is part of WRDS’ ongoing expansion to further meet the information needs of over 300 client organizations worldwide.

CDS Data for Academic Research

CDS are used by institutions to hedge exposure to credit risk. Since the early days of credit derivatives, Markit has been the leading provider of CDS data for price discovery, risk and valuations, offering streaming, snapped, or end of day price updates. Markit collects and analyzes over one million data points daily to produce one independent, reliable data point for each credit. By sourcing data from across the marketplace, including live indicative quotes, and by applying sophisticated data cleaning algorithms, Markit CDS data service is unique for its consistency and wide coverage.

MARKIT CDS FACTS:
2,800 Entity Tiers
10,500 Composite Curves
1.9 million+Daily Quotes
History from 2001

Users of these datasets include:
Academic researchers	Investment managers
Hedge Funds	Investment bankers
Private Equity Firms	Traders
Research Analysts	Consultants and Advisors
Government Agencies	Corporate Investor Relations Professionals

Benefits of Markit CDS RED
RED confirms reference entity, reference obligation, corporate event and credit index data. RED provides verified index and constituent information for the credit indices including updated weighing and index factors upon a credit event. RED includes verified corporate actions, CDS succession events and credit events, legally verified reference entity and obligation data and confirmed index data.

About MARKIT:
Markit is a leading, global financial information services company with over 2,900 employees. The company provides independent data, valuations and trade processing across all asset classes in order to enhance transparency, reduce risk and improve operational efficiency. Its client base includes the most significant institutional participants in the financial marketplace.

For more information on Markit, please visit:
http://www.markit.com/en/

For more information on Markit please contact:
Stephen King, Assistant Vice President, Sales
Email: stephen.king@markit.com
Phone: 917-441-6424

About WRDS:
WRDS is the leading data research platform and business intelligence tool for over 30,000 corporate, academic, government and nonprofit users in 30 countries. We provide single-point access to over 200 terabytes of data across multiple disciplines, including Finance, Marketing, and Economics. WRDS offers flexible data delivery options, from Web interface and PC SAS Connect to the powerful WRDS Cloud. No other data management system offers so many options. Our state-of-the-art infrastructure gives users the power to analyze complex information at speeds of up to 400MB per second.

From client-centered research support to analytics and consulting services, WRDS is the global gold standard in data management and research, all backed by the credibility and leadership of The Wharton School.

For more information on WRDS, please visit:
Whartonwrds.com

For subscription information, please contact WRDS:
Stephanie Schneider, Senior Account Executive
Email: stesch@wharton.upenn.edu
Phone: 877-438-9737

Look for WRDS this spring at the following conferences

Thu, 21 Feb 2013 05:00:00 GMT

WRDS is partnering with S&P Capital IQ to sponsor the MARC Conference

Villanova University, Villanova Conference Center, on

March 22, 2013

For more information visit:

http://www1.villanova.edu/villanova/events/marc.html

WRDS will be exhibiting at the AACSB International (ICAM 2013) conference and introducing Markit CDS data.

WRDS will be partnering with S&P Capital IQ to present, Key trends and future scenarios that will keep your research school among the most productive research institutions

Chicago, Illinois,

April 7-9, 2013

For more information visit:

http://www.aacsb.edu/ICAM2013/index.html

WRDS will be a sponsor at the WFA Conference and present the WFA 2013 Best Paper Award

Hyatt Regency Lake Tahoe Resort, Incline Village, NV
June 17-20, 2013

For more information visit:

http://wpweb2.tepper.cmu.edu/wfa/details.asp

If you would like to schedule a meeting to speak with a WRDS representative at any of the above conferences, please contact Stephanie Schneider at stesch@wharton.upenn.edu.

CRSP Annual Update - Now Available

Wed, 20 Feb 2013 05:00:00 GMT

CRSP Stocks, Indexes, Treasuries, and CCM have been updated through December 2012 for annual and quarterly subscribers.

Zacks Trial Extended through March 8, 2013

Tue, 08 Jan 2013 05:00:00 GMT

Zacks data can be used to empirically analyze analysts’ forecasts and their revisions, price targets and recommendations (e.g., construct popular measures such as consensus forecast, earnings surprises, analyst track records, etc).

Coverage:
U.S. and Canada

Data included in the full dataset:
   • Consensus and Details EPS (earning per share) and Long-Term Growth (LTG Estimates): from 1979
   • Actuals: from 1983
   •  Quarterly EPS and LTG Estimates: from 1981
   • EPS Surprises: from 1994
   •  Consensus and Details Recommendations: from 1982
   •  Sales Surprises: from 2001
   • Sales Consensus: from 2000 Target
   • Target Price Consensus
   • EPS Pre-Announcements: from 1990

For pricing and subscription information, please contact:
Ausra DiRaimondo
adiraimondo@zacks.com
(312) 265-9214

WRDS exhibiting at the ASSA Conference (Allied Social Sciences Association)

Wed, 02 Jan 2013 05:00:00 GMT

WRDS is pleased to be an exhibitor at the 2013 ASSA Conference.

The ASSA conference will take place from January 4-6, 2013 at the Manchester Grand Hyatt in San Diego, CA.

Please visit us at Booth #729 and find our about our new data offerings and features.

WRDS exhibiting at the ASSA Conference (Allied Social Sciences Association)

Fri, 14 Dec 2012 05:00:00 GMT

WRDS is pleased to be an exhibitor at the 2013 ASSA Conference.

The ASSA conference will take place from January 4-6, 2013 at the Manchester Grand Hyatt in San Diego, CA.

Please visit us at Booth #729 and find our about our new data offerings and features.

WRDS announces the addition of Zacks data

Wed, 05 Dec 2012 05:00:00 GMT

WRDS has added Zacks data to its already robust data offerings.

Zacks is pleased to provide all WRDS researchers with a free, one month trial subset of their data.

Trial Access Period: December 6, 2012 through January 6, 2013

Trial Coverage: Limited date range for 100 of the largest global companies.

Zacks data can be used to empirically analyze analysts’ forecasts and their revisions, price targets and recommendations (e.g., construct popular measures such as consensus forecast, earnings surprises, analyst track records, etc).

Coverage:
U.S. and Canada

Data included in the full dataset:
   • Consensus and Details EPS (earning per share) and Long-Term Growth (LTG Estimates): from 1979
   • Actuals: from 1983
   •  Quarterly EPS and LTG Estimates: from 1981
   • EPS Surprises: from 1994
   •  Consensus and Details Recommendations: from 1982
   •  Sales Surprises: from 2001
   • Sales Consensus: from 2000 Target
   • Target Price Consensus
   • EPS Pre-Announcements: from 1990

Frequency

Fees

Special Introductory Pricing Through January 13, 2013

Daily
Weekly
Monthly

$12,000
$10,000
$8,000

Complete Database: Includes all listed above

Daily
Weekly
Monthly

$13,500
$11,500
$9,500

For additional data information, please review the Zacks Frequently Asked Questions

Users of this dataset includes:
Academic researchers	Investment managers
Hedge Funds	Investment bankers
Private Equity Firms	Traders
Research Analysts	Consultants and Advisors
Government Agencies	Corporate Investor Relations Professionals

For subscription information, please contact:
Ausra DiRaimondo
(312) 265-9214
adiraimondo@zacks.com

WRDS announces the addition of Zacks data

Wed, 05 Dec 2012 05:00:00 GMT

WRDS has added the Zacks data to its already robust data offerings.

Zacks is pleased to provide all WRDS researchers with a free, one month trial subset of their data.

Trial Access Period: December 6, 2012 through January 6, 2013
Trial Coverage: Limited date range for 100 of the largest global companies.

Zacks data can be used to empirically analyze analysts’ forecasts and their revisions, price targets and recommendations (e.g., construct popular measures such as consensus forecast, earnings surprises, analyst track records, etc).

Coverage:
U.S. and Canada

Data included in the full dataset:
   • Consensus and Details EPS (earning per share) and Long-Term Growth (LTG Estimates): from 1979
   • Actuals: from 1983
   •  Quarterly EPS and LTG Estimates: from 1981
   • EPS Surprises: from 1994
   •  Consensus and Details Recommendations: from 1982
   •  Sales Surprises: from 2001
   • Sales Consensus: from 2000 Target
   • Target Price Consensus
   • EPS Pre-Announcements: from 1990

	Frequency	Fees
Special Introductory Pricing Through January 13, 2013	Daily Weekly Monthly	$12,000 $10,000 $8,000
Complete Database: Includes all listed above	Daily Weekly Monthly	$13,500 $11,500 $9,500

For additional data information, please review the Zacks Frequently Asked Questions

Users of this dataset includes:
Academic researchers	Investment managers
Hedge Funds	Investment bankers
Private Equity Firms	Traders
Research Analysts	Consultants and Advisors
Government Agencies	Corporate Investor Relations Professionals

For subscription information, please contact:
Ausra DiRaimondo
(312) 265-9214
adiraimondo@zacks.com